-15.6%
STZ vs ZCMD
-100.0%
+84.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.7% |
| 7D | +2.6% | -7.7% | +10.3% | +2.6% |
| 30D | +15.2% | -34.8% | +50.0% | +15.3% |
| 3M | +7.6% | -56.3% | +64.0% | +7.9% |
| 6M | +5.3% | -99.7% | +104.9% | +10.8% |
| YTD | +8.6% | -99.9% | +108.5% | +15.2% |
| 1Y | +15.6% | -99.9% | +115.5% | +23.0% |
| 3Y | -35.2% | -100.0% | +64.8% | -29.4% |
| 5Y | -29.1% | -100.0% | +70.9% | -22.6% |
| All | -15.6% | -100.0% | +84.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling